+141.6%
FTNT vs MET
+64.3%
+77.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -4.3% | -1.4% | -2.9% | -3.8% |
| 3M | +13.6% | +12.5% | +1.1% | +7.7% |
| 6M | +87.6% | +37.1% | +50.5% | +62.3% |
| YTD | +98.0% | +23.8% | +74.2% | +78.9% |
| 1Y | +96.9% | +24.1% | +72.8% | +77.1% |
| All | +141.6% | +64.3% | +77.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling